Quantitative Researcher
Core
Engineer predictive features from high-frequency and alternative data to build ML-driven alphas for cash equities, futures, and liquid asset classes.
Role type
Senior IC quantitative researcher (machine learning)
Builds
ML-driven trading signals and research pipelines for systematic trading strategies
Domain
Financial markets (equities, futures) + Machine Learning
Deliverable
production ML models
Required skills
tree-based models, deep learning, NLP/LLM, probability theory, overfitting control, Python, distributed compute environments
Preferred skills
C++, hybrid compute environments
Technologies
Python, C++, distributed compute clusters
Responsibilities
Engineer predictive features from high-frequency and unstructured data; Develop research pipelines for tree-based, deep learning, and NLP/LLM models; Design and prototype ML-driven alphas; Collaborate on deploying signals to production; Track academic and industry advances in ML
Seniority
Senior, hands-on IC